An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics
Katarzyna Bień-Barkowska (),
Ingmar Nolte () and
Winfried Pohlmeier ()
Journal of Applied Econometrics, 2011, vol. 26, issue 4, 669-707
References: Add references at CitEc
Citations: View citations in EconPapers (12) Track citations by RSS feed
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Working Paper: An inflated Multivariate Integer Count Hurdle model: An application to bid and ask quote dynamics (2007)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:wly:japmet:v:26:y:2011:i:4:p:669-707
Ordering information: This journal article can be ordered from
http://www3.intersci ... e.jsp?issn=0883-7252
Access Statistics for this article
Journal of Applied Econometrics is currently edited by M. Hashem Pesaran
More articles in Journal of Applied Econometrics from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley Content Delivery ().